The advice for installing compiled plugins, filename.exe is put the plugin along with any associated somefile.dll files directly into the Gimp profile C:\Users\yourname\.gimp-28\plug-ins

There is the occasional plugin that comes with an installer. Some such as BIMP install directly to the main Gimp file structure. Never a good idea when you come to uninstall. Very easy to delete more (or leave behind parts) of the plugin.

Then there is G'mic. http://www.gmic.eu
Very popular, comes with a host of filters, some 470. With the development of the QT interface the installer now creates a new folder to contain, which in the Windows version, is a sizeable number of files.

My advice, until you get a bit more experienced, stick with the defaults.